Here is a quick method that allows you to use renderable splines to create stitching. First, make sure you have generated the mapping coordinates for the splines.
Now create a basic VRayMtl for the stitching. It doesn’t matter what it is, since the threads are so small. It’s usually enough to use a simple color as Diffuse and Reflection. Now assign a Gradient Ramp to the Opacity slot and set it up like this:
Adjust the Tiling until you have a good spacing between the little steps. You can adjust the gradient points, or even add some more, to fine tune the exact pattern you want to create.